The mapping x↦ exp(2iπλ(x)) is a unitary character of Qp whose kernel is Zp.
For x1 and x2 in Qp, one has by definition λ(x1+x2)−λ(x1)−λ(x2)∈Zp∩Q=Z. The mapping λ is moreover locally constant since λ(x+y)=λ(x) if y∈Zp. It then follows that x↦ exp(2iπλ(x)) is a unitary character of Qp. Since λ(x)∈Z if and only if x∈Zp, the kernel of this character is Zp.
We recall that the normalised Haar measure on the additive group of Qp is the unique Haar measure μ such that μ(Zp)=1 (INT, VII, §1, No.o6, example).
Bourbaki sets the proof directly after the statement, and the corpus does not separate them, so what is above is the statement and its proof together.